Robert F. Engle III

Prize Lecture

Risk and Volatility: Econometric Models and Financial Practice

Robert F. Engle held his Prize Lecture December 8, 2003, at Aula Magna, Stockholm University. He was presented by Professor Torsten Persson, Chairman of the Prize Committee for Economic Sciences.

Presentation

Robert F. Engle held his Prize Lecture December 8, 2003, at Aula Magna, Stockholm University. He was presented by Professor Torsten Persson, Chairman of the Prize Committee for Economic Sciences.

Read the Lecture
Pdf 568 kB

Copyright © The Nobel Foundation 2003

From Les Prix Nobel. The Nobel Prizes 2003, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 2004

To cite this section
MLA style: Robert F. Engle III – Prize Lecture. NobelPrize.org. Nobel Prize Outreach AB 2024. Mon. 4 Nov 2024. <https://www.nobelprize.org/prizes/economic-sciences/2003/engle/lecture/>

Back to top Back To Top Takes users back to the top of the page

Nobel Prizes and laureates

Six prizes were awarded for achievements that have conferred the greatest benefit to humankind. The 12 laureates' work and discoveries range from proteins' structures and machine learning to fighting for a world free of nuclear weapons.

See them all presented here.

Illustration

Explore prizes and laureates

Look for popular awards and laureates in different fields, and discover the history of the Nobel Prize.